+185.4%
ARM vs CNH
-1.9%
+187.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -0.6% |
| 7D | -10.4% | +4.5% | -14.9% | -12.0% |
| 30D | -31.8% | +7.6% | -39.5% | -34.3% |
| 3M | -32.2% | +17.0% | -49.2% | -38.3% |
| 6M | -14.9% | +12.9% | -27.8% | -21.7% |
| YTD | +66.0% | +34.3% | +31.8% | +38.0% |
| 1Y | +17.2% | +28.5% | -11.3% | -0.6% |
| 3Y | +247.2% | +31.9% | +215.4% | +187.5% |
| All | +185.4% | -1.9% | +187.3% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling